I am not sure if this is a Python bug or simply a limitation of cmd.exe.

I am using Windows XP Home.
I run cmd.exe with the /u option and I have set my console font to
"Lucida Console" (the only TrueType font offered), and I run chcp 65001
to set the utf8 code page.
When I run the following program:

for x in range(32, 2000):
    print("{0:5X} {0:c}".format(x))

one blank line is output.

But if I do chcp 1252 the program prints up to 7F before hitting a
unicode encoding error.

This is different behaviour from Python 2.5.1 which (with a suitably
modified print line) after chcp 65001 prints up to 7F and then fails
with "IOError: [Errno 0] Error".

I've looked into this a bit more, and from what I can see, code page
65001 just doesn't work---so it is a Windows problem not a Python problem.
A possible solution might be to read/write UTF16 which "managed" Windows
applications can do.

We are aware of multiple Windows related problems. We are planing to
rewrite parts of the Windows specific API to use the widechar variants.
Maybe that will help.

Yes, it is a Windows problem. There simply doesn't seem to be a true
Unicode codepage for command-line apps. Recommend closing.

Just in case it helps, this behaviour is on Win XP Pro, Python 2.5.1:

First, I added an alias for 'cp65001' to 'utf_8' in
Lib/encodings/aliases.py .

Then, I opened a command prompt with a bitmap font.

c:\windows\system32>python
Python 2.5.1 (r251:54863, Apr 18 2007, 08:51:08) [MSC v.1310 32 bit
(Intel)] on
win32
Type "help", "copyright", "credits" or "license" for more information.
>>> print u"\N{EM DASH}"
—

I switched the font to Lucida Console, and retried (without exiting the
python interpreter, although the behaviour is the same when exiting and
entering again: )

>>> print u"\N{EM DASH}"
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
IOError: [Errno 13] Permission denied

Then I tried (by pressing Alt+0233 for é, which is invalid in my normal
cp1253 codepage):

>>> print u"née"

and the interpreter exits without any information. So it does for:

>>> a=u"née"

Then I created a UTF-8 text file named 'test65001.py':

# -*- coding: utf_8 -*-
a=u"néeα"
print a

and tried to run it directly from the command line:

c:\windows\system32>python d:\src\PYTHON\test65001.py
néeαTraceback (most recent call last):
  File "d:\src\PYTHON\test65001.py", line 4, in <module>
    print a
IOError: [Errno 2] No such file or directory

You see? It printed all the characters before failing.

Also the following works:

c:\windows\system32>echo heéε
heéε

and

c:\windows\system32>echo heéε >D:\src\PYTHON\dummy.txt

creates successfully a UTF-8 file (without any UTF-8 BOM marks at the
beginning).

So it's possible that it is a python bug, or at least something can be
done about it.

an immediate thing to do is to declare cp65001 as an encoding:

Index: Lib/encodings/aliases.py
===================================================================
--- Lib/encodings/aliases.py    (revision 72757)
+++ Lib/encodings/aliases.py    (working copy)
@@ -511,6 +511,7 @@
     'utf8'               : 'utf_8',
     'utf8_ucs2'          : 'utf_8',
     'utf8_ucs4'          : 'utf_8',
+    'cp65001'            : 'utf_8',

     ## uu_codec codec
     #'uu'                 : 'uu_codec',

This is not enough unfortunately, because the win32 API function
WriteFile() returns the number of characters written, not the number of
(utf8) bytes:

>>> print("\u0124\u0102" + 'abc')
ĤĂabc
c
[44420 refs]
>>>

Additionally, there is a bug in the ReadFile, which returns an empty
string (and no error) when a non-ascii character is entered, which is
the behavior of an EOF condition...

Maybe the solution is to use the win32 console API directly...